ICE Russell 2000 Mini Future March 2012
| Trading Metrics calculated at close of trading on 06-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
811.5 |
826.0 |
14.5 |
1.8% |
798.4 |
| High |
832.0 |
828.9 |
-3.1 |
-0.4% |
832.0 |
| Low |
809.2 |
821.8 |
12.6 |
1.6% |
784.6 |
| Close |
827.9 |
824.7 |
-3.2 |
-0.4% |
827.9 |
| Range |
22.8 |
7.1 |
-15.7 |
-68.9% |
47.4 |
| ATR |
14.9 |
14.4 |
-0.6 |
-3.7% |
0.0 |
| Volume |
143,410 |
97,680 |
-45,730 |
-31.9% |
698,522 |
|
| Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
846.5 |
842.8 |
828.5 |
|
| R3 |
839.3 |
835.5 |
826.8 |
|
| R2 |
832.3 |
832.3 |
826.0 |
|
| R1 |
828.5 |
828.5 |
825.3 |
826.8 |
| PP |
825.3 |
825.3 |
825.3 |
824.3 |
| S1 |
821.3 |
821.3 |
824.0 |
819.8 |
| S2 |
818.0 |
818.0 |
823.5 |
|
| S3 |
811.0 |
814.3 |
822.8 |
|
| S4 |
803.8 |
807.3 |
820.8 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
957.0 |
939.8 |
854.0 |
|
| R3 |
909.8 |
892.5 |
841.0 |
|
| R2 |
862.3 |
862.3 |
836.5 |
|
| R1 |
845.0 |
845.0 |
832.3 |
853.8 |
| PP |
814.8 |
814.8 |
814.8 |
819.0 |
| S1 |
797.8 |
797.8 |
823.5 |
806.3 |
| S2 |
767.5 |
767.5 |
819.3 |
|
| S3 |
720.0 |
750.3 |
814.8 |
|
| S4 |
672.8 |
702.8 |
801.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
832.0 |
785.1 |
46.9 |
5.7% |
15.0 |
1.8% |
84% |
False |
False |
135,834 |
| 10 |
832.0 |
772.2 |
59.8 |
7.3% |
14.5 |
1.7% |
88% |
False |
False |
130,877 |
| 20 |
832.0 |
742.6 |
89.4 |
10.8% |
13.3 |
1.6% |
92% |
False |
False |
118,685 |
| 40 |
832.0 |
698.1 |
133.9 |
16.2% |
16.0 |
1.9% |
95% |
False |
False |
123,111 |
| 60 |
832.0 |
669.1 |
162.9 |
19.8% |
15.3 |
1.8% |
96% |
False |
False |
82,813 |
| 80 |
832.0 |
669.1 |
162.9 |
19.8% |
13.0 |
1.6% |
96% |
False |
False |
62,118 |
| 100 |
832.0 |
599.4 |
232.6 |
28.2% |
10.5 |
1.3% |
97% |
False |
False |
49,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
859.0 |
|
2.618 |
847.5 |
|
1.618 |
840.5 |
|
1.000 |
836.0 |
|
0.618 |
833.3 |
|
HIGH |
829.0 |
|
0.618 |
826.3 |
|
0.500 |
825.3 |
|
0.382 |
824.5 |
|
LOW |
821.8 |
|
0.618 |
817.5 |
|
1.000 |
814.8 |
|
1.618 |
810.3 |
|
2.618 |
803.3 |
|
4.250 |
791.5 |
|
|
| Fisher Pivots for day following 06-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
825.3 |
822.8 |
| PP |
825.3 |
821.0 |
| S1 |
825.0 |
819.0 |
|